The Saints striker was called up to the England squad for the first time last Thursday for this week's friendly against Scotland, and Davis feels the honour is well deserved for the 31-year-old.
England are 22/1 with BetVictor to win the 2014 World Cup
"Rickie is that type of character and nothing seems to faze him. I do not think playing for England is going to faze him either," Davis told The Daily Mirror.
"The thing is he has worked extremely hard since he came to us from Bristol Rovers quite late in his career. Every manager from Alan Pardew onwards has added something to his game and he has taken it all on board.
"Mentally and physically he is a different machine from the one who first came here from the lower divisions and it is nice for us all when you get that call for your country at the end of a long journey."
Club captain Davis, though, admits that Wednesday's friendly between England and Scotland does not come at the best time for Southampton, who begin their Premier League campaign against West Brom three days later.
Manager Mauricio Pochettino already has concerns over Luke Shaw's knee injury and will hope that Lambert - who scored 15 goals in 38 league appearances last season - returns unscathed from international duty.